-60.9%
NKE vs GLDM
+99.9%
-160.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.6% | -4.6% | +3.1% | -1.2% |
| 30D | +7.6% | -5.5% | +13.1% | +8.0% |
| 3M | -6.9% | -10.9% | +4.0% | -6.4% |
| 6M | -8.5% | -17.3% | +8.8% | -7.9% |
| YTD | -38.8% | -10.2% | -28.6% | -38.4% |
| 1Y | -40.6% | -6.9% | -33.6% | -40.2% |
| 3Y | -60.9% | +98.7% | -159.6% | -65.1% |
| All | -60.9% | +99.9% | -160.8% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling